logo-eui RSCAS

Liquidity, Price Discovery, Risk and Market Design

June 6, 2018 – June 8, 2018 all-day Europe/Rome Timezone
EUI Premises, Florence
Via Giovanni Boccaccio
121, 50133 Fiesole FI
FBF Secretariat
[+39] 055 4685739

Course Instructors: Thierry Foucault (HEC Paris)
Area: Statistical and Econometric Methods
Level: Intermediate/Advanced

This course will focus on the following topics:

  • Models of price discovery and illiquidity in financial markets
  • Estimating the determinants of illiquidity with intraday data.
  • Market design and policy (market transparency, algorithmic and high frequency trading, OTC vs. centralized trading).
  • Real effects of liquidity and price discovery.

This course is targeted at Researchers in central banks, Ph.D. and Post-doctoral researchers, Assistant Professors, Research departments of private banks, EU officials.

Click here for further information and registration